Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50782.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 23751.88 Kr¶

PnL: ---------------------------------------> -1622.85 Kr¶

DD now: ---------------------------------> -4.4 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:21:11.305191'

Anic Portfolio¶

Today¶

Return: 0.062 %¶

This Week¶

Return: 0.062 %¶

Total portfolio value¶

Return including deposits: 66.25 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 2.120000 607.600000 25.600000 4.400000 581.999999
Addnode Group B 6 -2.490000 774.000000 22.000000 2.930000 751.999998
Nederman Holding 1 0.930000 218.000000 19.000000 9.550000 199.000000
SynAct Pharma 9 -1.600000 663.300000 18.300000 2.840000 645.000003
BHG Group 49 -5.380000 637.980000 -1.020000 -0.160000 638.999984
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
Investor B 3 -1.190000 646.950000 -11.050000 -1.680000 657.999999
Biotage 4 -6.400000 590.800000 -12.200000 -2.020000 603.000000
Xvivo Perfusion 3 -2.800000 832.500000 -12.500000 -1.480000 845.000001
Latour B 2 -2.820000 428.000000 -21.000000 -4.680000 449.000000
Fortnox 10 -3.880000 644.600000 -23.400000 -3.500000 668.000000
Nolato B 12 -0.970000 609.600000 -38.400000 -5.930000 648.000000
BONESUPPORT HOLDING 10 -2.640000 1181.000000 -43.000000 -3.510000 1224.000000
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Indutrade 5 -2.690000 1265.500000 -54.500000 -4.130000 1320.000000
Lundin Gold 7 0.630000 894.600000 -79.400000 -8.150000 973.999999
Svolder B 35 -5.930000 2054.500000 -124.500000 -5.710000 2179.000005
Bactiguard Holding B 25 -1.790000 1650.000000 -354.730000 -17.690000 2004.729725
Wästbygg Gruppen B 80 -1.580000 2496.000000 -375.000000 -13.060000 2871.000000
Sedana Medical 135 -2.060000 3842.100000 -488.900000 -11.290000 4330.999935
TOTAL 23751.880000 -1622.850000 -4.40048% 25374.729646

Updated:¶

'2023-06-19 10:21:28.356679'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶